+847.8%
AVGO vs UPST
+7.9%
+839.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.4% |
| 7D | -3.0% | -3.5% | +0.6% | -2.6% |
| 30D | -14.4% | -7.1% | -7.3% | -13.9% |
| 3M | -14.4% | -13.1% | -1.4% | -13.4% |
| 6M | +13.1% | -1.1% | +14.2% | +12.7% |
| YTD | +3.8% | -35.9% | +39.6% | +7.0% |
| 1Y | +17.8% | -57.4% | +75.2% | +25.3% |
| 3Y | +325.3% | -14.9% | +340.1% | +309.4% |
| 5Y | +689.9% | -88.7% | +778.6% | +662.4% |
| All | +847.8% | +7.9% | +839.9% | +736.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling